Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains
type: Item
instance of: scholarly article
title: Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains
zbMATH Open document ID: 1411.60086
author: Xianqiang Yang
published in: Applied Mathematics and Optimization
publication date: 2019-03-27T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60F25
zbMATH DE Number: 7043103
zbMATH Keywords: backward stochastic differential equations with jumps
zbMATH Keywords: \(\mathbb{L}^p\) solutions
zbMATH Keywords: \(g\)-expectations
zbMATH Keywords: nonlinear expectations consistent with jump filtration
zbMATH Keywords: optional sampling
zbMATH Keywords: Doob-Meyer decomposition
zbMATH Keywords: representation theorem
MaRDI profile type: Publication
full work available at URL: s00245-017-9422-4
OpenAlex ID: W2614946866
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DOI: 10.1007/S00245-017-9422-4
description: scientific article; zbMATH DE number 7043103